Activate the Yeast - In a small mixing bowl, combine the yeast, sugar, and 1/4 cup of warm milk. Stir gently and let sit for 5 minutes, or until the mixture is foamy and bubbly. Make sure the milk is warm, but not hot, as this can kill the yeast. If the mixture doesn't become foamy, the yeast may be old or inactive and you'll need to start over.

Make the Dough - In a large mixing bowl, combine the flour, cinnamon, nutmeg, salt, and sugar. Mix well, then add the activated yeast mixture, the remaining milk, and the egg. Stir with a wooden spoon until the dough comes together. Add the raisins and knead the dough for 10 minutes, or until it's smooth and elastic. Be patient while kneading the dough, as this is crucial for developing gluten and creating a light, fluffy bun.

Let the Dough Rise - Place the dough in a greased bowl, cover with a clean dish towel, and let rise in a warm, draft-free place for 1 hour, or until it has doubled in size. If you don't have a warm spot, you can heat your oven to 200°F, then turn it off and let the dough rise inside.

Shape the Dough - Turn the dough out onto a lightly floured surface and punch it down. Divide it into 12 equal pieces and shape each piece into a ball. Place the balls on a parchment-lined baking sheet, cover with a clean dish towel, and let rise for 30 minutes. Make sure the balls are evenly sized, so they cook at the same rate. You can use a kitchen scale to weigh them if you want to be precise.

Make the Cross Icing - In a small mixing bowl, whisk together the powdered sugar, vanilla extract, and enough water to make a thick but pourable icing. Spoon the icing into a pastry bag or zip-top bag with the corner snipped off. You can add more or less water to the icing depending on how thick you want it to be. If you don't have a pastry bag, you can use a small spoon to make the crosses.

Bake the Buns - Preheat the oven to 375°F. Brush the buns with melted butter, then pipe a cross onto each bun with the icing. Bake for 20-25 minutes, or until the buns are golden brown and cooked through. If the buns start to brown too quickly, you can cover them with foil to prevent burning. Let the buns cool for a few minutes before serving.